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20192026
most citedStationary Discounted and Ergodic Mean Field Games of Singular Control

8 citations · 11 across the 15 of their papers we have counts for

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Showing 2022Show all

2 papers · 1 filter

math.PR2022

Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDEs

Jodi Dianetti

This paper studies multidimensional mean field games with common noise and the related system of McKean-Vlasov forward-backward stochastic differential equations deriving from the…

math.OC2022

A unifying framework for submodular mean field games

Jodi Dianetti, Giorgio Ferrari, Markus Fischer +1

We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field…